Files
ceres-solver/internal/ceres/block_jacobi_preconditioner.h
T
Sameer Agarwal 31f24521cc Deprecate macros.h and fpclassify.h
1. Replace CERES_DISALLOW_* with explicitly deleted constructors.
2. Replace use of CERES_ARRAY_SIZE and stack allocated arrays
   with std::vector.
3. Move CERES_ALIGN_* macros into manual_constructor.h, which is
   the one place they are used and will be deprecated along with that
   file.
4. Introduce isnan,isnormal,isinf and isfinite for Jets.
5. Replace IsNormal,IsFinite,IsNaN and IsInfinite with corresponding
   c++11 function calls.

Change-Id: I04f33a221aae77d247602150988b6d4aa4efeeab
2018-04-18 09:54:42 -07:00

79 lines
3.4 KiB
C++

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
// * Redistributions of source code must retain the above copyright notice,
// this list of conditions and the following disclaimer.
// * Redistributions in binary form must reproduce the above copyright notice,
// this list of conditions and the following disclaimer in the documentation
// and/or other materials provided with the distribution.
// * Neither the name of Google Inc. nor the names of its contributors may be
// used to endorse or promote products derived from this software without
// specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
// POSSIBILITY OF SUCH DAMAGE.
//
// Author: keir@google.com (Keir Mierle)
#ifndef CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
#define CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_
#include <memory>
#include "ceres/block_random_access_diagonal_matrix.h"
#include "ceres/preconditioner.h"
namespace ceres {
namespace internal {
class BlockSparseMatrix;
struct CompressedRowBlockStructure;
// A block Jacobi preconditioner. This is intended for use with
// conjugate gradients, or other iterative symmetric solvers. To use
// the preconditioner, create one by passing a BlockSparseMatrix "A"
// to the constructor. This fixes the sparsity pattern to the pattern
// of the matrix A^TA.
//
// Before each use of the preconditioner in a solve with conjugate gradients,
// update the matrix by running Update(A, D). The values of the matrix A are
// inspected to construct the preconditioner. The vector D is applied as the
// D^TD diagonal term.
class BlockJacobiPreconditioner : public BlockSparseMatrixPreconditioner {
public:
// A must remain valid while the BlockJacobiPreconditioner is.
explicit BlockJacobiPreconditioner(const BlockSparseMatrix& A);
BlockJacobiPreconditioner(const BlockJacobiPreconditioner&) = delete;
void operator=(const BlockJacobiPreconditioner&) = delete;
virtual ~BlockJacobiPreconditioner();
// Preconditioner interface
virtual void RightMultiply(const double* x, double* y) const;
virtual int num_rows() const { return m_->num_rows(); }
virtual int num_cols() const { return m_->num_rows(); }
const BlockRandomAccessDiagonalMatrix& matrix() const { return *m_; }
private:
virtual bool UpdateImpl(const BlockSparseMatrix& A, const double* D);
std::unique_ptr<BlockRandomAccessDiagonalMatrix> m_;
};
} // namespace internal
} // namespace ceres
#endif // CERES_INTERNAL_BLOCK_JACOBI_PRECONDITIONER_H_